Soybean Historical Replay: 2024-08 to 2024-12
Replay 86 daily soybean bars from 2024-08 to 2024-12 and feel a 10.1% drawdown test your nerve. Step through each decision point in this simulated historical scenario, then receive an AI coach review of your calls.
86 daily bars · 15 decision points · 2024-08 to 2024-12 · Commodities
Key facts
This window spans 123 days with a peak-to-trough drawdown of 10.1% and a 13.5% run-up.
- Max drawdown
- −10.1%
- Max run-up
- +13.5%
- Duration
- 123 days
- Largest single-day move
- −2.9%
- Bars
- 86 Daily bars
- Decision points
- 15
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The scene unfolds in Chinese commodity markets during the final months of 2024. Soybean futures, a cornerstone of the agricultural complex, traded across 86 daily bars from August 1 through December 2, a period marked by heightened policy sensitivity around the "black series" stimulus measures. Participants faced the delicate task of positioning within a market where macro policy signals could shift direction rapidly, with 15 decision points embedded throughout the replay—5 of them critical inflection moments that would test conviction and timing.
What unfolded was a modest but instructive price decline. The contract closed the period at 985.25 from an opening of 1022, representing a -3.6% drift. The real character of the market revealed itself through volatility: a maximum drawdown of 10.1% tested positions at their weakest, while the largest single session move of 2.9% demonstrated how quickly sentiment could reverse within a trending period. This asymmetry between the final outcome and interim turbulence is precisely what historical replay captures.
The scenario's value lies in confronting traders with the psychological reality of sustained pressure. A 10.1% drawdown does not arrive cleanly—it builds through compounding small losses and testing conviction. Decision training here emphasizes process over outcome: participants must articulate their reasoning at each of the 15 points, then evaluate whether their framework held when volatility struck. The educational aim is not prediction but preparation—developing the habits and self-awareness that allow traders to navigate drawdowns without abandoning sound strategy.